+101.3%
HIMS vs WAB
+313.8%
-212.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -24.1% | +5.1% | -29.2% | -26.1% |
| 30D | -28.8% | +4.0% | -32.8% | -30.3% |
| 3M | -31.4% | +0.1% | -31.5% | -31.8% |
| 6M | -18.3% | +12.8% | -31.1% | -23.4% |
| YTD | -39.2% | +40.1% | -79.3% | -48.7% |
| 1Y | -45.3% | +46.4% | -91.6% | -54.8% |
| 3Y | +181.9% | +167.4% | +14.5% | +94.5% |
| 5Y | +166.6% | +215.0% | -48.4% | +74.7% |
| All | +101.3% | +313.8% | -212.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling